diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/tranches.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index edd83f50..7f1169fd 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -8,7 +8,11 @@ def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST", **kwargs if by_strat: sql_string = "SELECT * from list_tranche_positions_by_strat(%s, %s)" else: - sql_string = "SELECT * FROM list_cds(%s, %s) WHERE orig_attach IS NOT NULL " + sql_string = ( + "SELECT * FROM list_cds(%s, %s) " + "WHERE orig_attach IS NOT NULL " + "ORDER BY security_desc, attach" + ) with conn.cursor() as c: c.execute(sql_string, (date, fund)) |